Approximate penalization path for smoothly clipped absolute deviation
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Publication:4912042
DOI10.1080/00949655.2010.550292zbMATH Open1318.62208OpenAlexW2022093486MaRDI QIDQ4912042FDOQ4912042
Authors: Hosik Choi, Changyi Park
Publication date: 21 March 2013
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2010.550292
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Cites Work
- The Adaptive Lasso and Its Oracle Properties
- Least angle regression. (With discussion)
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- The Concave-Convex Procedure
- Regularization and Variable Selection Via the Elastic Net
- Piecewise linear regularized solution paths
- Title not available (Why is that?)
- Smoothly clipped absolute deviation on high dimensions
- Solving a class of linearly constrained indefinite quadratic problems by DC algorithms
- Efficient Computation and Model Selection for the Support Vector Regression
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